Differential Equations and the $QR$ Algorithm

T. Nanda

SIAM Journal on Numerical Analysis · 1985 · 39 citations · 6 references

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Abstract

In this paper we consider a variety of isospectral flows on the set of $n \times n$ matrices. These flows arise from Lax pairs and can all be interpreted in terms of the $QR$ decomposition for nonsingular matrices. The asymptotics of these differential equations are considered in detail and for symmetric matrices these asymptotics provide a new method of solving the eigenvalue problem.

References

6